+36.0%
NVS vs SITM
+47.5%
-11.5%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -9.4% | +12.9% | +3.5% |
| 7D | +5.7% | -19.5% | +25.2% | +5.7% |
| 30D | +17.1% | -43.2% | +60.3% | +17.2% |
| 3M | +7.6% | -30.8% | +38.5% | +7.4% |
| 6M | +14.1% | -28.6% | +42.7% | +12.0% |
| YTD | +23.3% | +14.2% | +9.1% | +15.6% |
| 1Y | +36.0% | +44.4% | -8.4% | +24.5% |
| All | +36.0% | +47.5% | -11.5% | +24.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded SITM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling